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~isPartOf:"Econometric reviews"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Autocorrelation"
~subject:"Induktive Statistik"
~subject:"Schätztheorie"
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Search: subject:"ARCH model"
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Autocorrelation
Induktive Statistik
Schätztheorie
ARCH model
96
ARCH-Modell
96
Volatility
54
Volatilität
54
Estimation
35
Schätzung
35
Theorie
33
Theory
33
Time series analysis
27
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27
Estimation theory
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Statistischer Test
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Teräsvirta, Timo
3
Abdurehman, Abderezak Ali
1
Amado, Cristina
1
Belasri, Yassine
1
Bermudez, P. de Zea
1
Cai, Jun
1
Catani, Paul
1
Chua, Chew Lian
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Ellaia, Rachid
1
Fauzel, Sheereen
1
Fermanian, Jean-David
1
Galbraith, John W.
1
Grigoletto, Matteo
1
Hacilar, Samet
1
Halunga, Andreea G.
1
Hamzaoui, Nessrine
1
Hersugondo
1
Heuvel, Edwin R. van den
1
Hidalgo, Javier
1
Horrace, William C.
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Jensen, Søren Tolver
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Medeiros, Marcelo C.
1
Mendes, Eduardo F.
1
Orme, Chris D.
1
Peiro, Amado
1
Peng, Liang
1
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1
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Econometric reviews
International journal of economics and financial issues : IJEFI
Journal of econometrics
52
Econometric theory
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Economics letters
21
Discussion paper / Tinbergen Institute
19
Journal of empirical finance
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
The econometrics journal
17
International journal of forecasting
16
Finance research letters
15
CREATES research paper
14
Journal of risk
13
Economic modelling
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
10
Journal of time series econometrics
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
CORE discussion papers : DP
9
Journal of banking & finance
9
Econometrics : open access journal
8
International Journal of Energy Economics and Policy : IJEEP
8
Journal of financial econometrics
8
The journal of risk model validation
8
Applied economics letters
7
Computational economics
7
International review of financial analysis
7
Journal of mathematical finance
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
The European journal of finance
6
Annals of financial economics
5
CBN journal of applied statistics
5
Discussion paper / Department of Economics, University of California San Diego
5
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
5
Discussion papers / Department of Economics, University of Copenhagen
5
Discussion papers of interdisciplinary research project 373
5
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ECONIS (ZBW)
29
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1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
2
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
3
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
4
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
5
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
6
Macroeconomic fundamental and stock price index in Southeast Asia countries a comparative study
Wahyudi, Sugeng
;
Hersugondo
;
Laksana, Rio Dhani
;
Rudy, R.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 182-187
Persistent link: https://www.econbiz.de/10011786565
Saved in:
7
Study about the minimum value at risk of stock index futures hedging applying exponentially weighted moving average : generalized autoregressive conditional heteroskedasticity mode...
Xu, Rong
;
Li, Xingye
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011948261
Saved in:
8
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
9
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
10
A generalized autoregressive conditional heteroscedastic approach for the assessment of weak-form-efficiency and seasonality effect : evidence from Mauritius
Fauzel, Sheereen
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 745-755
Persistent link: https://www.econbiz.de/10011697358
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